The times and states must belong to the time and state domain of the process tproc.

When the forecast is given as an object containing time stamps, the newdata is aligned according to the time stamps. If the forecast is given as a vector, any time stamps coming with the newdata are ignored, and both the forecast and the newdata are treated as lists of consecutive observations starting at the same point in time. When the newdata carries no time information, the time stamps are created starting with the first time stamp of the forecast.